+632.0%
ON vs PAYC
+1,158.0%
-526.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.4% | +1.0% | -2.4% |
| 7D | -2.2% | -7.9% | +5.7% | +0.9% |
| 30D | -12.4% | +2.1% | -14.6% | -13.4% |
| 3M | -41.2% | +61.8% | -103.0% | -53.0% |
| 6M | +25.0% | +59.9% | -34.9% | -1.7% |
| YTD | +31.3% | +38.5% | -7.2% | +8.5% |
| 1Y | +45.4% | -1.4% | +46.8% | +38.3% |
| 3Y | -27.4% | -21.0% | -6.4% | -30.2% |
| 5Y | +58.5% | -52.9% | +111.4% | +86.3% |
| 10Y | +561.8% | +332.8% | +229.0% | +273.7% |
| All | +632.0% | +1,158.0% | -526.0% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAYC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling